Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1706040.6179 | 1380194.5285 | 325846.0894 | 54200249.5044 | 15092292.8091 | 39107956.6953 |
Total P&L (%) | 1706.0406 | 1380.1945 | 325.8461 | 54200.2495 | 15092.2928 | 39107.9567 |
Avg Daily Profit (%) | 0.7165 | 0.5797 | 0.1369 | 0.2648 | 0.2112 | 0.2511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60699 | -65892 | -73966 | -29320686 | -22911067 | -14182020 |
Profit Factor | 4.0116 | 5.6162 | 2.2181 | 1.8165 | 1.3975 | 2.3765 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 40.367 | 32.7273 | 48.1481 | 40.367 | 32.7273 | 48.1481 |
Ratio Avg Win / Avg Loss | 5.9262 | 11.5444 | 2.3887 | 2.6835 | 2.8727 | 2.5593 |
Largest Winning Trade | 728629 | 728629 | 65272 | 22472005 | 18831941 | 22472005 |
Largest Losing Trade | -32155 | -26636 | -32155 | -19344255 | -19344255 | -7633808 |
Avg Bars in Trades | 42 | 37 | 47 | 42 | 37 | 47 |
Avg Bars in Winners | 83 | 81 | 85 | 83 | 81 | 85 |
Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
Bars Traded | 4620 | 2058 | 2562 | 4620 | 2058 | 2562 |
Profit Streak | 0 | 0 | 44.7338 | 0 | 0 | 44.7338 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 578382 | -167520 | -186334 | 308936 | -177126 | -167219 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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